Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-20 0.370412 0.406276 0.445725 0.492648 0.547347 0.609607 0.686578
2025-07-27 0.326535 0.372458 0.426128 0.494433 0.580475 0.687305 0.833411
2025-08-03 0.298060 0.350024 0.413605 0.498952 0.613536 0.766906 0.997064
2025-08-10 0.268188 0.321390 0.388628 0.482444 0.614579 0.802157 1.106055
2025-08-17 0.243284 0.296082 0.364495 0.462903 0.606975 0.821793 1.193865
2025-08-24 0.229115 0.283165 0.354980 0.461561 0.624073 0.879628 1.357010
2025-08-31 0.222465 0.279437 0.357179 0.476533 0.666941 0.985266 1.636861
2025-09-07 0.212455 0.270162 0.350531 0.477220 0.686763 1.055238 1.871901
2025-09-14 0.202721 0.260490 0.342360 0.474413 0.699937 1.115222 2.108290
2025-09-21 0.193993 0.251617 0.334578 0.471224 0.711653 1.174326 2.368044
2025-09-28 0.184057 0.240379 0.322418 0.459684 0.706741 1.198759 2.548862
2025-10-05 0.180535 0.238285 0.323927 0.470782 0.744788 1.321867 3.081744
2025-10-12 0.175978 0.234564 0.322924 0.478012 0.777674 1.445205 3.724480
2025-10-19 0.169675 0.227846 0.316707 0.475494 0.790808 1.525684 4.290220
2025-10-26 0.164898 0.223185 0.313449 0.477900 0.814438 1.639950 5.130341
2025-11-02 0.156810 0.213014 0.300607 0.461642 0.795928 1.636500 5.409123
2025-11-09 0.148823 0.202684 0.287002 0.443017 0.770198 1.607790 5.538130
2025-11-16 0.144634 0.198133 0.282741 0.441622 0.782771 1.693842 6.465294
2025-11-23 0.143510 0.198337 0.286401 0.455568 0.832480 1.910267 8.764600
2025-11-30 0.140121 0.194753 0.283386 0.456183 0.850739 2.033165 10.747519
2025-12-07 0.136400 0.190472 0.278933 0.453547 0.860657 2.131675 12.906880
2025-12-14 0.132841 0.186316 0.274482 0.450559 0.869318 2.229921 15.612466
2025-12-21 0.128251 0.180309 0.266505 0.439760 0.856382 2.240979 17.146009